using Nero to burn Memtest bootable disk failure

I know this is a real newbie question, but my brain is missing out on the obvious. I downloaded memtest in order to run a test on my ram. at the download site, I have the choice of either a making a bootable floppy, or burning an ISO file to accomplish the same. I downloaded the ISO file and opened nero... and there the problems began. at first I selected to burn a bootable cd. I am only allowed to browse for an *.ima (bootable image file). both the memtest and the windiag (microsoft's version) files are ISO's. when I burned the memtest ISO as a data cd, and rebooted, nothing happened. I selected external drive as first in the boot order. I know I am doing something wrong, I just cant see what.... should i be using the selection 'burn image to disc'(burns previously created disk image file)? Also, can anyone tell me if i can boot from an external cd drive? i am using XP Pro, and Nero ultra 6.6.0.16